+54.7%
AVAV vs ALC
+34.7%
+20.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -1.0% | -8.9% | -9.5% |
| 7D | -24.3% | +7.6% | -31.9% | -26.8% |
| 30D | -28.9% | +21.1% | -50.0% | -34.5% |
| 3M | -39.3% | +8.5% | -47.7% | -41.5% |
| 6M | -38.8% | +2.8% | -41.6% | -40.3% |
| YTD | -57.8% | -2.4% | -55.4% | -57.9% |
| 1Y | -70.9% | +3.5% | -74.4% | -71.8% |
| 3Y | -14.8% | +4.2% | -19.0% | -19.4% |
| 5Y | +7.3% | -9.0% | +16.3% | +4.3% |
| All | +54.7% | +34.7% | +20.0% | +18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ALC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling